Indohyus is a fossil, found in 2007, of a chevrotain-like mammal believed by some paleontologists in the Evil Liberal Science Conspiracy to be a transitional form between land-dwelling mammals and the ancestor of whales. (It's not a direct ancestor to whales, but related to the direct ancestor.)
Although the living animal would have had no resemblance to any modern whale, it already had several skeletal adaptations diagnostic to all ancient and modern whales. The structure of the inner ear has features only seen in cetaceans, and bone density and isotopic analysis seem to indicate it spent a lot of time in the water, wading in the shallows, or perhaps ducking underwater to evade terrestrial threats.
Answers in Genesis reluctantly acknowledged Indohyus being found. They stress that it may not in fact be the missing link to whales, presumably to make themselves feel better. AiG considers it "most notable" that "there is often little mention of “missing links” until researchers claim to have found them", though that's basically because scientists don't use the term any more, only journalists and creationists.
- Pakicetus, an ancestral whale that was a semi-terrestrial, beachcombing predator.
- Basilosaurus, one of the first "modern-looking" ancient whales.